Pages that link to "Item:Q1986138"

The following pages link to Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138):

Displaying 13 items.

• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
• An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise (Q2156735) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• Polynomial stability of highly non-linear time-changed stochastic differential equations (Q2233281) (← links)
• Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
• Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations (Q2685800) (← links)
• Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (Q4963884) (← links)
• Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects (Q5028702) (← links)
• Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)
• On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions (Q6111021) (← links)
• Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion (Q6186683) (← links)